A random-projection based test of Gaussianity for stationary processes
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Cites work
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- scientific article; zbMATH DE number 3228674 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES
- A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples
- A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
- An analysis of variance test for normality (complete samples)
- An omnibus test of normality for moderate and large size samples
- Applications of empirical characteristic functions in some multivariate problems
- Goodness-of-fit tests for correlated data
- Normality testing for a long-memory sequence using the empirical moment generating function
- On the asymptotic behavior of sums of pairwise independent random variables
- Testing for normality in arbitrary dimension
- Testing that a stationary time series is Gaussian
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- The control of the false discovery rate in multiple testing under dependency.
- The random Tukey depth
- The random projection method in goodness of fit for functional data
- Transformations of the empirical measure and Kolmogorov-Smirnov tests
- Uniform convergence of autocovariances
Cited in
(13)- Consistency of a numerical approximation to the first principal component projection pursuit estimator
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
- Testing that a Gaussian process is stationary
- Goodness-of-fit tests for stationary Gaussian processes with tapered data
- A test for the independence of two Gaussian processes
- Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
- A characterization of elliptical distributions and some optimality properties of principal components for functional data
- High-dimensional outlier detection using random projections
- The split-SV model
- Testing that a stationary time series is Gaussian
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
- Matrix-valued isotropic covariance functions with local extrema
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